-10.1%
BA vs UMC
+235.1%
-245.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.3% |
| 7D | -1.2% | +13.6% | -14.8% | -2.2% |
| 30D | -11.3% | +20.8% | -32.1% | -12.7% |
| 3M | -3.8% | +16.1% | -19.9% | -6.1% |
| 6M | -8.3% | +137.3% | -145.6% | -18.4% |
| YTD | -4.9% | +193.8% | -198.7% | -20.4% |
| 1Y | -10.1% | +236.1% | -246.2% | -28.2% |
| All | -10.1% | +235.1% | -245.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling